I am somewhat new to SW and am sort of learning as I'm going. I am
drawing a special type bolt/pin, that has internal threads on both
ends. The threads are of course in the middle of the pin, yet when
I go to place the hole on the center mark, it tells me "Sketch
points cannot be created at the same location as an existing
point". Am I not doing something correctly? Or, if it won't let me
select dead center is there a way that I can type in 0,0,0 as the
placement point.

It's a stupid restriction with an easy workaround. Points
can't be
created on top of an existing point, but they can be moved
there and constrained coincident after the fact. Just drop your
point anywhere on the face and then constrain it coincident with
the center.